XML 25 R37.htm IDEA: XBRL DOCUMENT v3.19.3
INVESTMENTS (Fixed Maturities) (Details) - USD ($)
$ in Thousands
Sep. 30, 2019
Dec. 31, 2018
Fixed maturities    
Amortized cost $ 12,407,704 $ 11,616,312
Gross unrealized gains 258,492 33,874
Gross unrealized losses (49,955) (214,839)
Fair value 12,616,241 11,435,347
Non-credit OTTI in AOCI (662) (857)
U.S. government and agency    
Fixed maturities    
Amortized cost 2,106,902 1,520,142
Gross unrealized gains 30,012 4,232
Gross unrealized losses (2,958) (8,677)
Fair value 2,133,956 1,515,697
Non-credit OTTI in AOCI 0 0
Non-U.S. government    
Fixed maturities    
Amortized cost 543,426 507,550
Gross unrealized gains 6,214 1,586
Gross unrealized losses (12,008) (16,120)
Fair value 537,632 493,016
Non-credit OTTI in AOCI 0 0
Corporate debt    
Fixed maturities    
Amortized cost 4,966,942 4,990,279
Gross unrealized gains 133,081 15,086
Gross unrealized losses (22,928) (128,444)
Fair value 5,077,095 4,876,921
Non-credit OTTI in AOCI 0 0
Agency RMBS    
Fixed maturities    
Amortized cost 1,609,193 1,666,684
Gross unrealized gains 26,811 6,508
Gross unrealized losses (3,236) (29,884)
Fair value 1,632,768 1,643,308
Non-credit OTTI in AOCI 0 0
CMBS    
Fixed maturities    
Amortized cost 1,321,029 1,103,507
Gross unrealized gains 48,726 2,818
Gross unrealized losses (865) (13,795)
Fair value 1,368,890 1,092,530
Non-credit OTTI in AOCI 0 0
Non-Agency RMBS    
Fixed maturities    
Amortized cost 59,308 40,732
Gross unrealized gains 1,230 1,237
Gross unrealized losses (1,586) (1,282)
Fair value 58,952 40,687
Non-credit OTTI in AOCI (662) (857)
ABS    
Fixed maturities    
Amortized cost 1,600,758 1,651,350
Gross unrealized gains 5,974 1,493
Gross unrealized losses (6,197) (15,240)
Fair value 1,600,535 1,637,603
Non-credit OTTI in AOCI 0 0
Municipals    
Fixed maturities    
Amortized cost 200,146 136,068
Gross unrealized gains 6,444 914
Gross unrealized losses (177) (1,397)
Fair value 206,413 135,585
Non-credit OTTI in AOCI $ 0 $ 0